BNP Paribas Call 300 SOON 19.12.2.../  DE000PC38894  /

EUWAX
05/07/2024  10:00:32 Chg.-0.14 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
2.71EUR -4.91% -
Bid Size: -
-
Ask Size: -
SONOVA N 300.00 CHF 19/12/2025 Call
 

Master data

WKN: PC3889
Issuer: BNP PARIBAS
Currency: EUR
Underlying: SONOVA N
Type: Warrant
Option type: Call
Strike price: 300.00 CHF
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.55
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.25
Parity: -2.72
Time value: 2.67
Break-even: 335.67
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.14%
Delta: 0.50
Theta: -0.04
Omega: 5.28
Rho: 1.66
 

Quote data

Open: 2.71
High: 2.71
Low: 2.71
Previous Close: 2.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.52%
1 Month
  -21.90%
3 Months  
+39.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.94 2.71
1M High / 1M Low: 3.53 2.54
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.92
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -